Abstract: The paper considers two methods for processing sets of logical regularities of classes (LRC) found by training samples analysis. The first approach is based on the minimization of logical descriptions of classes. As a result of solving the problem of linear discrete optimization, the shortest logic description of each class is found. Each training object satisfies at least to one LRC of found irreducible subset of logical regularities. The second approach is based on the clustering of the set of LRC and selecting standards of derived clusters. The clustering problem is reduced to the clustering of representations of LRC set. Here each LRC is represented in the form of binary vector with different informative weight. A modification of the known method of "variance criterion minimization" for the case where the objects have different information weights is proposed. We present the results of illustrative experiments.

Keywords: classification, logical regularity of class, feature, clustering

ACM Classification Keywords: I.2.4 Artificial Intelligence Knowledge Representation Formalisms and Methods – Predicate logic; I.5.1 Pattern Recognition Models – Deterministic, H.2.8 Database Applications, Data mining

Link:

PROCESSING SETS OF CLASSES’ LOGICAL REGULARITIES

Anatoliy Gupal, Maxim Novikov, Vladimir Ryazanov

http://www.foibg.com/ijita/vol22/ijita22-01-p03.pdf

Abstract: During last 50 years, the markets have been object of study. Technical and fundamental indicators have been used to try to predict the behavior of the market and then execute buying or selling orders. Neural networks are currently being used with good results although they can be useless after a period of time. This paper proposes an algorithm that combines bioinspired techniques to maximize the hits in the prediction rates. The proposal shown in this paper relies in an ANN to achieve these goals. The differential factors of this approach are the election of the ANN structure with grammatical swarm and the training process through the use of HydroPSO. Also a grammatical swarm algorithm is used to generate trading rules, this method shows better results than the first approach. This combination of techniques provides an automatic way to define the most suitable bioinspired model for the instrument in our analysis.

Keywords: Trading strategies, Technical indicators, Grammatical Swarm, Neural networks.

ACM Classification Keywords: F.1.1 Theory of Computation - Models of Computation, I.2.6 Artificial Intelligence.

Link:

INTELLIGENT TRADING SYSTEMS

Luis F. de Mingo, Nuria Gómez Blas, Alberto Arteta

http://www.foibg.com/ijita/vol22/ijita22-01-p02.pdf

Abstract: This article proposes a novel cuff-based microactuator for automatic blood extraction using Shape Memory Alloy (SMA) technology. It aims to provide an actuator solution for an electronic mosquito-like device, e-Mosquito, which enhances blood glucose measurement to off the potential to significantly improve both the quality of life for diabetic patients and their disease management. Fabrication and assembly methods of the microactuator prototype are discussed. The 6-mm thick microactuator prototype underwent mechanical tests in a laboratory environment to characterize its penetration force and depth, which are the major factors facilitating skin penetration and blood extraction. Testing results demonstrated that this actuator can produce a maximum penetration force of 160gf and a maximum displacement depth of 2.45mm, which both exceed the minimum force and depth requirements for blood capillary-reaching skin penetration in humans. Five actuator prototypes were assembled and integrated to a cuff wrist strap. A pilot human study was performed to test the blood extraction capabilities of the device. All five actuators successfully penetrated the skin and drew whole blood samples appearing on the skin surface of the subject.

Keywords: BioMEMS, Shape Memory Alloy Actuator, Diabetes, Blood Extraction.

ACM Classification Keywords: J.3 Life and Medical Sciences.

Link:

CHARACTERIZATION OF A CUFF-BASED SHAPE MEMORY ALLOY (SMA) ACTUATOR

Gang Wang, Michael D. Poscente, Simon S. Park, Orly Yadid-Pecht?, Martin P. Mintchev

http://www.foibg.com/ijita/vol22/ijita22-01-p01.pdf

Abstract: The problem of alternatives rational choice, in which goal of person who makes decision, is defined with the fuzzy set of fuzzy goal (aim) sets. The concept of intersection of fuzzy set of fuzzy sets is introduces and in it also investigated its properties.

Keywords: fuzzy set, fuzzy goal, membership function, fuzzy set of type 2, decision making, rational choice.

ACM Classification Keywords: H.4.2 Information Systems Applications: Types of Systems: Decision Support

Link:

DECISION MAKING PROBLEM WITH FUZZY SET OF GOAL SETS

Sergiy Mashchenko, Oleksandr Bovsunivskyi

http://www.foibg.com/ijita/vol19/ijita19-3-p07.pdf

Abstract: This paper considers the problem of designing and developing optical-cryogenic devices using optimization techniques, modeling, and new materials. We have shown how to produce reliable YBCO thin films with controllable surfaces and physical properties and how to integrate them in a ring form into the opticalcryogenic gravimeter so as to reduce its size and render it convenient for future space applications. Its function is based on the magnetic levitation phenomenon of the probe and on the measurement of its displacement with subsequent data processing.

Keywords: gravimeter, modeling, optimization, HTSC, YBCO, thin films, superconducting ring

ACM Classification Keywords: 1.6. Simulation and modeling, H.1 Models and principles. Optimization

Link:

MODELING AND OPTIMIZATION OF CRYOGENIC – OPTICAL GRAVIMETERS

Vitaliy Yatsenko, Nikolay Nalyvaychuk

http://www.foibg.com/ijita/vol19/ijita19-3-p05.pdf

Abstract: The problem of calculating a non-conflict schedule by packets commutation in crossbar switch node is one of the foremost problems at the stage of node design. From a mathematical point of view this task is NPcomplete. Constantly rising levels of traffic communication require developing of new algorithms. These algorithms must be correctly compared with known algorithms. In this paper we presented the investigations on the time execution of known PIM-algorithm for crossbar switch by means of CERN’s grid-structure. By computer simulation of switching and using synthesized Generalized Nets (GN) model of the PIM-algorithm the execution time is obtained. Its assessment is based on the modeling of the throughput in the presence of uniform incoming traffic. It is shown that direct receiving of the characteristics of simulation time with the required accuracy would require the introduction of strictly defined control points.

Keywords: Modeling, Generalized Nets, Communication Node, Crossbar Switch, Algorithm, Simulation.

ACM Classification Keywords: B.4.4 Performance Analysis and Design Aids, C.2.1 Network Architecture and Design, C.4 Performance of Systems

Link:

AN ESTIMATION OF TIME REQUIRED FOR MODELING OF AN ALGORITHM CALCULATE A NON-CONFLICT SCHEDULE FOR CROSSBAR SWITCH NODE BY MEANS OF GRID-STRUCTURE

Tasho Tashev

http://www.foibg.com/ijita/vol19/ijita19-2-p07.pdf

Abstract: In presented paper mathematical models and methods based on joint applying ideas of the “Caterpillar”-SSA and Box-Jenkins? methods are produced. This combination of models lead to a synergy and mutually compensate the opposite by nature shortcomings of each models separately and increases the accuracy and stability of the model. The further development of technique for models constructing, technique of BoxJenkins?, and improvement of themselves autoregressive integrated moving average (ARIMA) models, designed about forty years ago and remaining in present time as one of the most efficient models for modeling, forecasting and control exceeding their own rivals on whole row of criterions such as: economy on parameters quantity, labour content of models building algorithm and resource-density of their realization, on formalization and automation of models construction is produced. A novel autoregressive spectrally integrated moving average (ARSIMA) model which describes a wider class of processes in contrast to the Box-Jenkins? models is developed. Decomposition and combined forecasting methods based on “Caterpillar”-SSA method for modeling and forecasting of time series is developed. The essence of the proposed decomposition forecasting method and combined forecasting method consist in decomposing of time series (exogenous and predicted) by the “Caterpillar”-SSA method on the components, which in turn can be decomposed into components with a more simpler structure for identification, in selection from any of these components of constructive and dropping the destructive components, and in identification of those constructive components that are proactive on the propagated time series, or vice versa if its delay interval is less than the required preemption interval of forecasting, mathematical models with the most appropriate structure (in the combined approach) or its ARIMAX models (in decomposition approach) models and calculation of their predictions to the required lead time, to use the obtained models, or as a comb filter (in the case of signals modeling), or as an ensemble of models, setting the inputs of MISO model or used as a component of the combined mathematical model whose parameters are adjusted to further cooptimization method. In such models as inputs can be also include the instantaneous amplitudes, obtained after applying the Hilbert transform to the components of the expansions. The advantages of the proposed methods for models of the processes constructing is its rigorous formalization and, therefore, the possibility of complete automation of all stages of construction and usage of the models.

Keywords: modeling, filtering, forecasting, control, "Caterpillar"-SSA method, ARIMA model, "Caterpillar"-SSA – ARIMA – SIGARCH method, ARSIMA model, ARSIMA – SIGARCH model, heteroskedasticity, LevenbergMarquardt? method, Davidon–Fletcher–Powell? method, decomposition forecasting method, combined forecasting methods, Hilbert transform.

Link:

TREND, DECOMPOSITION AND COMBINED APPROACHES OF TIME SERIES FORECASTING BASED ON THE “CATERPILLAR”-SSA METHOD

Vitalii Shchelkalin

http://www.foibg.com/ijita/vol19/ijita19-2-p11.pdf

Abstract: This paper introduces an approach to storing graphs based on the Natural Language Addressing in multidimensional numbered information spaces. A sample graph is analyzed to find its proper NL-representation. Taking in account the interrelations between nodes and edges, a “multi-layer” representation is possible and identifiers of nodes and edges can be avoided. The advantages and disadvantages of NL-addressing for the multi-layer representation of graphs are discussed.

Keywords: graphs; addressing; natural language addressing.

ACM Classification Keywords: D.4.3 File Systems Management, Access methods.

Link:

INTRODUCTION TO STORING GRAPHS BY NL-ADDRESSING

Krassimira B. Ivanova, Koen Vanhoof, Krassimir Markov, Vitalii Velychko

http://www.foibg.com/ijita/vol20/ijita20-03-p08.pdf

Abstract: In this paper we propose the use of Networks of Bio-inspired Processors (NBP) to model some biological phenomena within a computational framework. In particular, we propose the use of an extension of NBP named Network Evolutionary Processors Transducers to simulate chemical transformations of substances. Within a biological process, chemical transformations of substances are basic operations in the change of the state of the cell. Previously, it has been proved that NBP are computationally complete, that is, they are able to solve NP complete problems in linear time, using massively parallel computations. In addition, we propose a multilayer architecture that will allow us to design models of biological processes related to cellular communication as well as their implications in the metabolic pathways. Subsequently, these models can be applied not only to biological-cellular instances but, possibly, also to configure instances of interactive processes in many other fields like population interactions, ecological trophic networks, industrial ecosystems, etc.

Keywords: Networks of biologically-inspired processors, Bioinspired Architectures, Computational Models, Natural Computing.

ACM Classification Keywords: F.1.1 Models of Computation - Unbounded-action devices.

Link:

AN ARCHITECTURE FOR REPRESENTING BIOLOGICAL PROCESSES BASED ON NETWORKS OF BIO-INSPIRED PROCESSORS

Sandra Gómez Canaval, Fernando Arroyo and José Ramón Sánchez-Couso?

http://www.foibg.com/ijita/vol20/ijita20-03-p03.pdf

Abstract: The paper describes the conceptual issues of modeling cognitive processes network models at different levels. Describes possible methods construction of intelligent information processing systems based connectionism attitudes and behavior of the human mind. Proposed use of synthesis of hierarchical model based on two approaches: from neuron to concepts.

Keywords: cognitive process, network model, neural networks.

ACM Classification Keywords: I.2 ARTIFICIAL INTELLIGENCE – I.2.6 Learning – Connectionism and neural nets.

Link:

MODELING OF COGNITIVE PROCESSES BY NETWORK MODELS

Sergii Konovalenko

http://www.foibg.com/ijita/vol20/ijita20-02-p08.pdf

Аннотация: показаны причины, определяющие сложность и нетривиальность задачи синтеза сетей доступа и предложены некоторые подходы к решению одной из задач проектирования этих сетей, а именно к выбору топологической структуры сети доступа. При этом особое внимание уделено анализу возможности использования хордовых кольцевых структур.

Ключевые слова: телекоммуникационная сеть, сеть доступа, топология, узел доступа, сегмент локального доступа, хордовые кольцевые структуры.

Ключевые слова классификации ACM: С.2. Computer-communication networks, H. Information Systems - H.1 Models and Principles, K. Computing Milieux - K.6 Management of computing and information system.

Link:

ЗАДАЧА ВЫБОРА ТОПОЛОГИЧЕСКОЙ СТРУКТУРЫ СЕТИ ДОСТУПА

Галина Гайворонская, Антон Бондаренко

http://www.foibg.com/ijima/vol02/ijima02-03-p07.pdf

Abstract: Our main goal in this paper is to propose a new approach for storing dictionaries and thesauruses using only the names but not pointers and this way to simplify and to speed up the corresponded computer programs. It is called “Natural Language Addressing” (NLA). This approach is a possibility to access information using natural language words or phrases as direct addresses of the information in the computer memory. For this purpose the internal encoding of the letters is used to generate corresponded address co-ordinates. This paper outlines the main idea of NLA approach. An extended example based on the WordNet? thesaurus is given.

Keywords: addressing; natural language addressing.

ACM Classification Keywords: D.4.3 File Systems Management, Access methods.

Link:

STORING DICTIONARIES AND THESAURUSES USING NL-ADDRESSING

Krassimira B. Ivanova, Koen Vanhoof, Krassimir Markov, Vitalii Velychko

http://www.foibg.com/ijima/vol02/ijima02-03-p06.pdf

Abstract: The problems of analysis and synthesis of the intelligent systems for decision-making under conditions of uncertainty and multi-objectiveness are considered. The models and methods for the multi-objective presentation of emergencies are developed taking into account the micro situation concepts and knowledge quanta under conditions of uncertainty.

Keywords: decision-making, extreme situations, solution models, micro situations, knowledge engineering.

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METHODS AND MODELS FOR SELECTION OF RATIONAL SOLUTIONS IN DECISION-MAKING SYSTEMS

Oleksandr Kuzomin, Mikhail Shtukin

http://www.foibg.com/ijima/vol02/ijima02-03-p05.pdf

Abstract. In September 2010 attestation of the scientists at the Institute of Mathematics and Informatics of the Bulgarian Academy of Sciences (IMI-BAS) was held. The data in the attestation forms give us the opportunity of doing evaluations and analyses of different aspects of the scientific activities in IMI and on the basis of these to do forecasts and recommendations for the future development of the Institute. It was already made for the research activity – the analysis of the results and forecasts about it is the subject of the paper Tabov, Sotirova and Hristova, 2012. The subjects of the present paper are the organizational and expert activities in IMI. Our research rebuts a logical expectation – that the amount (more exactly, the average amount) of the expert activity of the scientists in IMI increases in the course of time and with the accumulation of experience; at the same time our research generally confirms an analogical expectation about the organizational activity.

Keywords: research policy, science, attestation, BAN, IMI.

Link:

MODELING OF THE ORGANIZATIONAL AND EXPERT ACTIVITIES OF THE SCIENTISTS AT THE INSTITUTE OF MATHEMATICS AND INFORMATICS, BULGARIAN ACADEMY OF SCIENCES, IN 2005-2010

J. Tabov, S. Hristova

http://www.foibg.com/ijima/vol02/ijima02-03-p04.pdf

Abstract: The method of construction of a problem solver of intelligent software by transformation of its models is presented. The representations of all these models are convenient both for the person and for program processing. Based on this method supporting tools for intelligent software engineering will be constructed.

Keywords: intelligent software, problem solver, maintenance, hierarchical semantic network.

ACM Classification Keywords: D.2.11 Software Architectures (Domain-specific architectures)

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MODELING OF AN INTELLECTUAL PROBLEM SOLVER BY TRANSFORMATION OF SEMANTIC MODELS

Elena Shalfeeva

http://www.foibg.com/ijima/vol02/ijima02-03-p03.pdf

Abstract: In this paper a method of definite quality object synthesis is proposed. The quality is described only by precedent information, i. e. examples of its presence or absence in similar objects. The method is based on using of special logical regularities which come out of solving a standart recognition task. It is applicable in a certain case of data and cannot be considered a general one.

Keywords: object synthesis, algebraic approach, pattern recognition.

ACM Classification Keywords: I.5 Pattern Recognition — I.5.0 General.

Link:

ON A LOGICAL REGULARITIES BASED METHOD OF DEFINITE QUALITY OBJECT SYNTHESIS

Alexander Dokukin

http://www.foibg.com/ijima/vol02/ijima02-03-p02.pdf

Abstract: The problem of reconstructing the feature values in samples of objects given in terms of numerical features is considered. A numerical study of different approaches of solving this problem on one model and three practical problems at different levels of data incompleteness is held. A modification of the model calculation of estimates, not requiring metrics for signs, is suggested. The advantage of a local and recognition approaches over filling gaps with sample averages is shown.

Keywords: data mining, missing data, classification, pattern recognition.

ACM Classification Keywords: I.5 Computing Methodologies – Pattern recognition

Link:

CLASSIFICATION OF INCOMPLETE DATA

Vasily V.Ryazanov, Vladimir V.Ryazanov

http://www.foibg.com/ijima/vol02/ijima02-03-p01.pdf

Abstract: The various questions of creation of integrated development environment for computer training systems are considered in the given paper. The information technologies that can be used for creation of the integrated development environment are described. The different didactic aspects of realization of such systems are analyzed. The ways to improve the efficiency and quality of learning process with computer training systems for distance education are pointed

Keywords: Distance Learning, Learning Course Model, Computer-Based? Training System, Hypermedia, WebBased? Design.

Link:

МОДЕЛИ ИНТЕЛЛЕКТУАЛЬНОЙ АДАПТИВНОЙ ПОДДЕРЖКИ НАВИГАЦИИ В КОМПЬЮТЕРНЫХ ОБУЧАЮЩИХ СИСТЕМАХ

Игорь Шубин, Владимир Чернов, Владимир Гриценко, Ирина Кириченк

http://www.foibg.com/ijima/vol02/ijima02-02-p13.pdf

Абстракт. В настоящей работе предлагаем начальные шаги исследования вариативности частот некоторых букв в текстах разной длины из Супраслского сборника. Получены интервалы, в которых варьируют частоты букв М, Н, Е и в текстах длиной одной до пяти страниц сборника.

Keywords: буквенные частоты, старославянские тексты, Супраслский сборник

Link:

О ВАРИАТИВНОСТИ НЕКОТОРЫХ БУКВЕННЫХ ЧАСТОТ В СУПРАСЛСКОМ СБОРНИКЕ

Й. Табов, Св. Христова

http://www.foibg.com/ijima/vol02/ijima02-02-p12.pdf

Аннотация: В работе исследовано решение прикладной задачи выделения текста на сложном цветном фоне. Разработана эффективная процедура фильтрации фона от текста путем свертки цветного изображения в полутоновое. В основу процедуры фильтрации положена теория классификации. С целью повышения эффективности фильтрации предложен способ компенсации цветовых искажений, вызванных аппаратурой сканирования. Для практического применения процедуры выработаны конкретные рекомендации по выбору цветового пространства и ядра функции расстояния.

Ключевые слова: фильтрация, цветовая модель, гистограмма, функция расстояния.

ACM Classification Keywords: CCS - Computing methodologies - Computer graphics - Image manipulation - Image processing; CCS - Applied computing - Document management and text processing - Document capture - Optical character recognition.

Link:

ВЫДЕЛЕНИЕ ТЕКСТА НА СЛОЖНОМ ЦВЕТНОМ ФОНЕ

Роман Телятников, Иван Шумский, Ариф Мамедов, Анатолий Протосавицкий, Екатерина Матусевич, Екатерина Степанькова

http://www.foibg.com/ijima/vol02/ijima02-02-p11.pdf

Аннотация: Одним из перспективных направлений информационного поиска является фактографический поиск и разработка фактографических баз данных. Существующие сегодня модели и алгоритмы фактографического поиска в своем большинстве направлены на излечение фактов из хорошо формализованной информации, в том числе из хорошо формализованной текстовой информации. В работе предлагается модель извлечения фактографической информации из динамически меняющихся слабоформализованных текстовых потоков, не ограниченных определенными предметными областями. Для извлечения некоторого факта используется шаблон «агент-предикат-значение», отображающий отношения, формально выражаемые семантическими падежами партиципантов предложения. В предлагаемой логико-лингвистической модели семантические роли именных групп определяются отношением четко выделенных множеств морфологических, синтаксических и семантически категорий, описываемым с помощью базового аппарата алгебры конечных предикатов. В работе рассмотрена реализация данной модели для извлечения фактографической информации о дате, месте рождения и роде деятельности персоналии из русскоязычных слабоформалзованных текстов. Экспериментальная проверка программной имплементации модели показала правильность выделения факта примерно в 94,3% случаев.

Ключевые слова: фактографический поиск, слабоформализованная текстовая информация, лингвистический процессор, алгебра конечных предикатов.

ACM Classification Keywords: H.3.3 .Information Search and Retrieval

Link:

ЛОГИКО-ЛИНГВИСТИЧЕСКАЯ МОДЕЛЬ ИЗВЛЕЧЕНИЯ ФАКТОВ ИЗ СЛАБОСТРУКТУРИРОВАННОЙ ТЕКСТОВОЙ ИНФОРМАЦИИ

Нина Хайрова, Наталья Шаронова

http://www.foibg.com/ijima/vol02/ijima02-02-p10.pdf

Abstract: Предлагается подход к восстановлению зависимостей, основанный на решении задач распознавания (классификации с учителем). Вычисление значения зависимой величины сводится к распознаванию интервала, которому она принадлежит. По данным обучения поставлена задача поиска оптимального разбиения области допустимых значений зависимой величины. Задача сформулирована в виде дискретной оптимизационной задачи. Вычисление значения оптимизируемой функции требует решения большого числа обучения распознаванию в режиме скользящего контроля. Для нескольких моделей распознавания типа вычисления оценок получены формулы быстрого переобучения при переходе от одной задачи распознавания к соседней. Приводятся результаты применения созданной модели и алгоритма восстановления значения зависимой величины для решения практических задач.

Keywords: восстановление зависимости, регрессия, классификация, алгоритм распознавания, прецедент, кусочно-постоянная функция, признак

Link:

О ПРИБЛИЖЕННОМ РЕШЕНИИ ЗАДАЧ ВОССТАНОВЛЕНИЯ ЗАВИСИМОСТЕЙ С ПОМОЩЬЮ АЛГОРИТМОВ РАСПОЗНАВАНИЯ

Владимир Рязанов, Антон Щичко

http://www.foibg.com/ijima/vol02/ijima02-02-p09.pdf

Abstract: Summarization of video content is a complex task that requires feature selection and frame matching. To extract meaningful frames, named key frames, we have proposed partitioning of frames with Voronoi diagrams for further region matching throughout the video sequence. A unique partition metric has been used that takes into account color and textural, structural and geometric properties of Voronoi regions. Feature set designed for CBIR and CBVR has been analysed. The reasonable feature selection and incorporation into frame matching process has permitted to obtain competitive results. All these actions have allowed revealing significant changes in content while omitting slight deflections and repeats. Key frame extraction procedure has been described in detail. The proposed method has been checked on different test samples and compared with existing methods for precision and recall.

Keywords: key frame extraction, generator point detection, Voronoi diagram, partition metric, feature set.

ACM Classification Keywords: I.2.10 Vision and Scene Understanding (Video analysis), I.4.6 Segmentation (Edge and feature detection)

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KEY FRAME PARTITION MATCHING FOR VIDEO SUMMARIZATION

Olena Mikhnova, Nataliia Vlasenko

http://www.foibg.com/ijima/vol02/ijima02-02-p08.pdf

Abstract: Nowadays linked data popularity increases along with information description in the form of RDFtriplets. Efficient implementation of users’ interaction with these kinds of data requires studying communication procedures with triple stores. One of the main difficulties, that are currently unsolved, is the complexity of dynamic querying procedures. We try to deal with this issue by creating query patterns and decreasing query complexity. A unified search interface is developed, which enables visual querying the triple stores implemented through OpenLink? Virtuoso universal server. Visual queries are automatically converted into SPARQL query language, which is used for accessing the triple stores. After the query is executed, a user gets the desired context with triplets according to constraints for predicates and objects. Also the formal model is developed, which mathematically describes linked data based on partially defined object schemas. Existing search model for distributed environments is improved. The developed practical implementation for medical institution is under stage of manufacturing application.

Keywords: linked data, RDF data management, query pattern, triple store, semantic application.

ACM Classification Keywords: E.2 DATA STORAGE REPRESENTATIONS (Linked representations), I.2.4 Knowledge Representation Formalisms and Methods (Representation languages)

Link:

PECULIARITIES OF LINKED DATA PROCESSING IN SEMANTIC APPLICATIONS

Sergey Shcherbak, Ilona Galushka, Sergey Soloshich, Valeriy Zavgorodniy

http://www.foibg.com/ijima/vol02/ijima02-02-p07.pdf

Abstract: Given paper shows the importance of analyzing the banks performance in the process of their operation and development. The place and the role of researching of stochastic frontiers method for the banks performance assessment have been defined. The features and the possibility of assessing efficiency of banks activity with the usage of the of the stochastic frontiers method have been studied. The examples of performance assessment of banks activity in the aspect of the credit extension have been given. The expediency of the consideration of the multiple stochastic frontiers in the assessment of the effectiveness of the banks activities has been proved.

Keywords: efficiency, stochastic frontier analysis, financial flows, loss function, technical efficiency, allocative efficiency.

ACM Classification Keywords: G.3 Probability and statistics – Correlation and regression analysis, Multivariate statistics; J.1 Administrative data processing – Financial, J.4 Social and behavioral sciences – Economics.

Link:

ANALYSIS OF FEATURES AND POSSIBILITIES OF BANK FUNCTIONING EFFICIENCY BASED ON THE METHOD OF STOCHASTIC FRONTIERS

Oleksandr Kuzomin, Vyacheslav Lyashenko

http://www.foibg.com/ijima/vol02/ijima02-02-p06.pdf